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In this paper, the active disturbance rejection control approach is addressed for a class of lower triangular uncertain stochastic nonlinear systems driven by coloured noises. An extended state observer is first constructed to estimate the stochastic total disturbance including the total effects of internal uncertainties and external disturbances affecting system performance, and then an active disturbance rejection controller based on estimation and compensation is designed to obtain desired closed-loop performance. It is shown with a rigorous analysis that the closed-loop state tracks a reference trajectory generated from the target system in practically mean square and almost sure sense. Some numerical simulations are performed to validate the practicality of the proposed control strategy.

Active disturbance rejection control for lower triangular uncertain stochastic nonlinear systems driven by coloured noises